Issues

Special issue on statistical modelling in Finance Conference 2006 Temple University. Guest Editors: Elyas Elyasiani, A. Thavaneswaran, Jagbir Singh

About the Guest Editors

About the Guest Editors

View articletitled, About the Guest Editors
Add to Citation Manager for About the Guest Editors

Catastrophe forecasting: seeing “gray” among the “black boxes”

Michael R. Powers
View articletitled, Catastrophe forecasting: seeing “gray” among the “black boxes”
Open the PDF for Catastrophe forecasting: seeing “gray” among the “black boxes” in another window
Add to Citation Manager for Catastrophe forecasting: seeing “gray” among the “black boxes”

Dynamic monitoring of financial intermediaries with subordinated debt

Gloria González‐Rivera; David Nickerson
View articletitled, Dynamic monitoring of financial intermediaries with subordinated debt
Open the PDF for Dynamic monitoring of financial intermediaries with subordinated debt in another window
Add to Citation Manager for Dynamic monitoring of financial intermediaries with subordinated debt

The estimation of nominal and real yield curves from government bonds in Israel

Zvi Wiener; Helena Pompushko
View articletitled, The estimation of nominal and real yield curves from government bonds in Israel
Open the PDF for The estimation of nominal and real yield curves from government bonds in Israel in another window
Add to Citation Manager for The estimation of nominal and real yield curves from government bonds in Israel

Parsimonious principle of GARCH models: a Monte‐Carlo approach

Jing Wu
View articletitled, Parsimonious principle of GARCH models: a Monte‐Carlo approach
Open the PDF for Parsimonious principle of GARCH models: a Monte‐Carlo approach in another window
Add to Citation Manager for Parsimonious principle of GARCH models: a Monte‐Carlo approach

Approximating the growth optimal portfolio with a diversified world stock index

Truc Le; Eckhard Platen
View articletitled, Approximating the growth optimal portfolio with a diversified world stock index
Open the PDF for Approximating the growth optimal portfolio with a diversified world stock index in another window
Add to Citation Manager for Approximating the growth optimal portfolio with a diversified world stock index

Financial applications of ARMA models with GARCH errors

M. Ghahramani; A. Thavaneswaran
View articletitled, Financial applications of ARMA models with GARCH errors
Open the PDF for Financial applications of ARMA models with GARCH errors in another window
Add to Citation Manager for Financial applications of ARMA models with GARCH errors

Fuzzy random‐coefficient volatility models with financial applications

K. Thiagarajah; A. Thavaneswaran
View articletitled, Fuzzy random‐coefficient volatility models with financial applications
Open the PDF for Fuzzy random‐coefficient volatility models with financial applications in another window
Add to Citation Manager for Fuzzy random‐coefficient volatility models with financial applications